PREVIEW / futures_5min / 2009-04-26

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-26.parquet
  size:    46 KB
  rows:    1,913

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2009-04-26 18:00:00	ES	Futures	827.46	827.46	820.75	821.94	7742.0
2009-04-26 18:05:00	ES	Futures	821.7	821.94	820.03	821.94	2063.0
2009-04-26 18:10:00	ES	Futures	821.7	821.94	821.46	821.7	392.0
2009-04-26 18:15:00	ES	Futures	821.46	821.7	820.99	820.99	709.0
2009-04-26 18:20:00	ES	Futures	820.99	821.46	820.99	821.23	473.0
2009-04-26 18:25:00	ES	Futures	821.23	821.46	820.99	820.99	343.0
2009-04-26 18:30:00	ES	Futures	820.99	821.7	820.99	821.46	432.0
2009-04-26 18:35:00	ES	Futures	821.7	821.7	820.51	820.51	641.0
2009-04-26 18:40:00	ES	Futures	820.51	820.75	819.31	819.55	1260.0
2009-04-26 18:45:00	ES	Futures	819.55	819.79	818.11	819.79	1713.0
2009-04-26 18:50:00	ES	Futures	819.79	820.03	819.55	819.55	452.0
2009-04-26 18:55:00	ES	Futures	819.55	819.79	819.31	819.55	160.0
2009-04-26 19:00:00	ES	Futures	819.55	820.03	819.31	819.79	189.0
2009-04-26 19:05:00	ES	Futures	819.79	820.27	819.79	820.27	265.0
2009-04-26 19:10:00	ES	Futures	820.27	820.51	819.79	820.03	326.0
2009-04-26 19:15:00	ES	Futures	820.03	820.51	819.55	819.79	641.0
2009-04-26 19:20:00	ES	Futures	820.03	820.03	818.59	819.07	481.0
2009-04-26 19:25:00	ES	Futures	819.07	819.55	818.59	818.59	939.0
2009-04-26 19:30:00	ES	Futures	818.59	820.03	818.59	819.79	557.0
2009-04-26 19:35:00	ES	Futures	819.79	820.03	819.31	819.79	454.0
2009-04-26 19:40:00	ES	Futures	819.79	820.27	819.55	820.03	553.0
2009-04-26 19:45:00	ES	Futures	820.03	820.03	819.55	820.03	573.0
2009-04-26 19:50:00	ES	Futures	819.79	820.03	819.55	820.03	549.0
2009-04-26 19:55:00	ES	Futures	820.03	820.27	819.79	820.03	428.0
2009-04-26 20:00:00	ES	Futures	820.03	820.03	819.31	819.31	472.0
2009-04-26 20:05:00	ES	Futures	819.31	819.31	817.87	817.87	1705.0
2009-04-26 20:10:00	ES	Futures	817.87	818.59	816.91	817.63	2435.0
2009-04-26 20:15:00	ES	Futures	817.63	817.63	816.19	816.67	1577.0
2009-04-26 20:20:00	ES	Futures	816.91	818.35	816.67	818.11	1097.0
2009-04-26 20:25:00	ES	Futures	818.11	818.11	817.39	817.39	736.0
2009-04-26 20:30:00	ES	Futures	817.63	818.11	817.15	818.11	462.0
2009-04-26 20:35:00	ES	Futures	817.87	818.35	817.63	817.87	511.0
2009-04-26 20:40:00	ES	Futures	818.11	818.35	817.39	817.39	752.0
2009-04-26 20:45:00	ES	Futures	817.39	817.63	817.39	817.39	433.0
2009-04-26 20:50:00	ES	Futures	817.63	819.55	817.39	818.59	1464.0
2009-04-26 20:55:00	ES	Futures	818.59	819.55	818.35	819.07	698.0
2009-04-26 21:00:00	ES	Futures	819.07	819.31	818.35	818.59	516.0
2009-04-26 21:05:00	ES	Futures	818.59	819.31	818.11	819.31	505.0
2009-04-26 21:10:00	ES	Futures	819.07	819.31	817.39	818.59	824.0
2009-04-26 21:15:00	ES	Futures	818.59	819.07	818.35	818.59	203.0
2009-04-26 21:20:00	ES	Futures	818.59	818.59	818.11	818.11	108.0
2009-04-26 21:25:00	ES	Futures	818.11	818.59	817.87	818.59	283.0
2009-04-26 21:30:00	ES	Futures	818.35	818.59	818.35	818.59	323.0
2009-04-26 21:35:00	ES	Futures	818.59	818.59	818.35	818.35	244.0
2009-04-26 21:40:00	ES	Futures	818.59	818.83	818.35	818.59	650.0
2009-04-26 21:45:00	ES	Futures	818.59	818.59	817.63	817.63	460.0
2009-04-26 21:50:00	ES	Futures	817.63	818.35	817.39	818.11	435.0
2009-04-26 21:55:00	ES	Futures	818.11	818.11	817.15	817.63	569.0
2009-04-26 22:00:00	ES	Futures	817.39	817.63	816.19	816.43	1202.0
2009-04-26 22:05:00	ES	Futures	816.67	816.67	815.71	816.43	1454.0

> showing 50 of 1,913 rows — these rows as CSV

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